P. Richard Hahn

Local Gaussian Process Extrapolation for BART Models with Applications to Causal Inference

2023 · Journal of Computational and Graphical Statistics

Bayesian additive regression trees (BART) is a semi-parametric regression model offering state-of-the-art performance on out-of-sample prediction. Despite this success, standard implementations of BART typically suffer from inaccurate prediction and overly narrow prediction intervals at points …